I recently acquired a copy of TechSmith SnagIt and just learned that they have an output for creating a new work item in Team Foundation Server, or updating an existing one, directly from SnagIt. This should make it relatively painless to include screen captures for bugs, requirements and other work items.
SnagIt’s output for Team System lets you add screen captures to new or existing bugs with a single click. Stop trying to describe problems with tons of text – just show them. Plus, eliminate the hassle of attaching images!